ISF.L vs. CSPX.L
Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
ISF.L and CSPX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010. Both ISF.L and CSPX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISF.L or CSPX.L.
Performance
ISF.L vs. CSPX.L - Performance Comparison
Returns By Period
In the year-to-date period, ISF.L achieves a 8.26% return, which is significantly lower than CSPX.L's 24.58% return. Over the past 10 years, ISF.L has underperformed CSPX.L with an annualized return of 5.70%, while CSPX.L has yielded a comparatively higher 12.73% annualized return.
ISF.L
8.26%
-2.64%
-2.13%
11.85%
5.79%
5.70%
CSPX.L
24.58%
0.85%
11.47%
32.54%
15.14%
12.73%
Key characteristics
| ISF.L | CSPX.L | |
|---|---|---|
| Sharpe Ratio | 1.25 | 2.75 |
| Sortino Ratio | 1.84 | 3.80 |
| Omega Ratio | 1.22 | 1.52 |
| Calmar Ratio | 2.53 | 4.14 |
| Martin Ratio | 6.91 | 17.73 |
| Ulcer Index | 1.74% | 1.79% |
| Daily Std Dev | 9.56% | 11.52% |
| Max Drawdown | -68.40% | -33.90% |
| Current Drawdown | -2.95% | -1.73% |
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ISF.L vs. CSPX.L - Expense Ratio Comparison
Both ISF.L and CSPX.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between ISF.L and CSPX.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ISF.L vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ISF.L vs. CSPX.L - Dividend Comparison
ISF.L's dividend yield for the trailing twelve months is around 3.85%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.85% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ISF.L vs. CSPX.L - Drawdown Comparison
The maximum ISF.L drawdown since its inception was -68.40%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for ISF.L and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
ISF.L vs. CSPX.L - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) have volatilities of 4.09% and 4.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.